Version: 91.1

\[\\[.0005in]\] PARAMETERS OPTIMIZED
BLAI.Timeframe and BLAISlow.Timeframe

BEST PARAMETERS
BLAI.Timeframe = 60
BLAISlow.Timeframe = 60
Profit account= 90 (per day adjusted to desire% DD )
Activity = 3.23 (Cumulative number of entries in all pairs per week)
Desire DD = 10

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Profit per day standardized to the desire percent dropdown
Exclude pairs that when standardized to DD enter with less than $1,000 and pairs that fail to enter once a week



Capping pairs profit per day standardized to a desire percent dropdown
The figure below is like the one above but capping the profits of all pairs to a traget of 1%, this avoids biasing the summary results of an account when only a handful of pairs yield very large profits. This figure basically trying to provide a sense of the extent to which the strategy is profitable across pairs.



Comparison to prior optimizations of this robot. Double click on the plot to deselect all columns.



Number of pairs that meet 1% profit target



Results for BLAI.Timeframe = 60 and BLAISlow.Timeframe = 60

Best parameters
Profit nDays MaxDDMoney nLostEntries nEntries nWinTrades PercDD X Y Pair DDAccount DD3Perc MoneyEntryAdjusted ProfitAt3Perc ProfitStan3PercDay PercentDaysActive FailByAmount
15 48726.61 864.43 13153.93 6 305 254 -43.8 60 60 AUDUSD 43.84643 22.806872 6842.062 11113.016 12.855889 0.3528337 No
79 54268.37 866.30 15766.96 6 302 234 -52.6 60 60 GBPJPY 52.55653 19.027130 5708.139 10325.713 11.919327 0.3486090 No
127 15071.46 867.42 4602.71 4 149 124 -15.3 60 60 USDCAD 15.34237 65.178992 19553.698 9823.426 11.324878 0.1717738 No
175 85379.59 868.08 30792.53 6 460 360 -102.6 60 60 XAUUSD 102.64177 9.742623 2922.787 8318.211 9.582309 0.5299051 No
31 7311.05 788.56 2938.23 3 101 88 -9.8 60 60 EURGBP 9.79410 102.102286 30630.686 7464.749 9.466305 0.1280816 No
159 82003.68 871.52 36115.71 7 238 181 -120.4 60 60 USDJPY 120.38570 8.306634 2491.990 6811.746 7.815938 0.2730861 No
143 28203.84 864.30 15945.19 5 207 151 -53.2 60 60 USDCHF 53.15063 18.814451 5644.335 5306.398 6.139532 0.2395002 No
111 96189.11 864.85 56373.02 8 374 303 -187.9 60 60 NZDUSD 187.91007 5.321695 1596.508 5118.891 5.918819 0.4324449 No
95 31217.97 851.92 20912.36 6 246 200 -69.7 60 60 GBPUSD 69.70787 14.345583 4303.675 4478.400 5.256831 0.2887595 No
63 26611.89 822.74 19043.73 5 181 138 -63.5 60 60 EURUSD 63.47910 15.753216 4725.965 4192.229 5.095448 0.2199966 No
47 84551.41 871.84 58892.16 7 254 190 -196.3 60 60 EURJPY 196.30720 5.094057 1528.217 4307.097 4.940238 0.2913379 No

Results by pair

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Results by pair capped to desired 1% profit
This is the same as above, but caps pairs to max desire profit to avoid visual bias by pairs with very lage profits

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Results within desire DD, top 5 with most winning trades, and ranked by Profit per day at desire DD
One is in the search of a unique combination of parameters that can be used across forex pairs; the reality is, however, that they represent countries with vast differences in economic power, which can cause specific patterns within certain pairs, thus, in most likelihoods parameters are specific to each forex pair. Here I show the best results for each pair.

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Default parameters
Parameter Value
3 Name.for.robot CloseBackBBPPO
4 Source close
5 Starting.account.balance 30 000
6 Enter.with.this.Percent.of.account.balance 100
7 Minimum.profit.take 0.2
8 Profit.Take.Extension.Factor..PTEF.. 0.2
9 Dilute.retake.by.this.fraction 1
10 Percent.price.extention.to.re.enter 10
11 BB.Length.Bollinger.bands.to.Enter 45
12 BB.Number.of.SDs.to.Enter 2.5
13 BLAI.Timeframe 1 hour
14 BLAI.length 6
15 BLAISlow.Timeframe 1 hour
16 BLAISlow.length 60
17 Reversal.Positioning.PPO True
18 PPOthreshold -0.4
19 PPO.Entry.Timeframe 15 minutes
20 PPO.Entry.type.of.fast.moving.average Geometric_Mean
21 PPO.Entry.Fast.Length 8
22 PPO.Entry.type.of.slow.moving.average SMA
23 PPO.Entry.Slow.Length 300
24 BB.Exit.length 15
25 BB.Exit.number.of.SDs 1.5